EXR Transparency Border with bloom and glare
By default, the Video Sequence Editor operates in the sRGB color space, while the Compositor always operates in the Linear color space. (You can read more about the difference in the Color Management section of the Blender documentation.)
When you render to OpenEXR, the information in the image is stored in the raw Linear color space. This means that the colors have not yet been mapped to sRGB, and in fact there are many possible different ways that mapping could be done (as changing the View Transform and Look settings can illustrate). Although the VSE does handle images in the Linear color space even when compositing in sRGB, the compositing operations themselves still happen in sRGB, which means the image must be converted to sRGB before the alpha blending is applied.
This is fraught with potential problems, and although I sadly can’t say with confidence why exactly this leads to black fringing in your example, it seems wiser to play it safe and do this compositing entirely in the Linear space. You can set the VSE to Linear in the Scene ▸ Color Management panel:

This eliminates the fringing in the rendered result.

There are other tradeoffs related to the choice of VSE color space, and the full subject is too complex to attempt to cover here. But if all you are doing is compositing rendered output from Blender itself, using the Linear color space is almost certainly a perfectly fine choice.
If you find that using the Linear color space does cause problems for whatever reason, one solution could be to use multiple scenes, one of which uses the Linear color space in the VSE, the other which uses sRGB. Then you can do your video compositing in two passes, first compositing in the Linear space and outputting sRGB video, then further processing the sRGB video in the sRGB space. Of course, if doing everything in the Linear color space works fine for you, that is preferable, since that is much simpler.